+53.4%
IONS vs HRB
+112.6%
-59.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.5% |
| 7D | -5.3% | -9.1% | +3.8% | -4.1% |
| 30D | +0.3% | +0.3% | 0.0% | -0.1% |
| 3M | -22.9% | +23.4% | -46.3% | -25.4% |
| 6M | -23.4% | +45.1% | -68.5% | -28.0% |
| YTD | -28.3% | +8.9% | -37.2% | -28.8% |
| 1Y | -7.0% | -7.9% | +0.9% | -4.4% |
| 3Y | +37.6% | +27.9% | +9.7% | +26.8% |
| 5Y | +53.4% | +108.3% | -54.9% | +21.5% |
| All | +53.4% | +112.6% | -59.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling